The drug being tested in this study is called brentuximab vedotin. Brentuximab vedotin is being tested to treat pediatric participants who have advanced stage, newly diagnosed, classical CD30+ HL. This study will assess the safety, tolerability, and anti-tumor activity, as well as recommended dose of brentuximab vedotin in combination with a multiagent chemotherapy regimen that is based on a current standard of care (SOC) first-line treatment regimen for newly diagnosed HL.